+1,418.0%
QLD vs PFG
+203.0%
+1,215.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.0% | +2.8% | +3.9% |
| 7D | -1.4% | +2.3% | -3.7% | -2.7% |
| 30D | -19.6% | +7.6% | -27.2% | -23.5% |
| 3M | -14.1% | +2.5% | -16.7% | -16.0% |
| 6M | -13.6% | +16.6% | -30.2% | -23.9% |
| YTD | +12.5% | +34.1% | -21.5% | -10.6% |
| 1Y | +13.1% | +44.1% | -30.9% | -14.9% |
| 3Y | +154.7% | +86.3% | +68.5% | +59.0% |
| 5Y | +81.1% | +101.6% | -20.5% | +9.6% |
| 10Y | +1,418.0% | +197.9% | +1,220.1% | +609.0% |
| All | +1,418.0% | +203.0% | +1,215.0% | +609.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling